-36.3%
DXCM vs HST
+74.0%
-110.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -3.2% | -1.0% | -2.2% | -2.9% |
| 30D | +6.3% | -12.3% | +18.6% | +11.3% |
| 3M | +21.1% | -6.4% | +27.4% | +23.5% |
| 6M | +20.6% | +15.0% | +5.6% | +13.6% |
| YTD | +32.4% | +30.5% | +1.9% | +18.8% |
| 1Y | +8.8% | +35.7% | -26.8% | -4.3% |
| 3Y | -13.7% | +68.4% | -82.1% | -31.9% |
| All | -36.3% | +74.0% | -110.3% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded HST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling